Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups

DOI10.1016/J.SPA.2010.04.003MaRDI QIDQ983169zbMATH OpenOpenAlexWikidataFDO

Authors Takao Hirayama, Kouji Yano

Publication date 3 August 2010

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0907.2587

zbMATH Keywords

extremal solutionsstochastic equationcompact topological groupdriving noise

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Boundary theory for Markov processes (60J50)

Abstract: Stochastic equations indexed by negative integers and taking values in compact groups are studied. Extremal solutions of the equations are characterized in terms of infinite products of independent random variables. This result is applied to characterize several properties of the set of all solutions in terms of the law of the driving noise.

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Cited in

(8)

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• Stochastic equations on projective systems of groups
• Random walk in a finite directed graph subject to a road coloring
• Operator decomposable measures and stochastic difference equations
• Realization of an ergodic Markov chain as a random walk subject to a synchronizing road coloring
• Around Tsirelson's equation, or: the evolution process may not explain everything
• A stochastic difference equation with stationary noise on groups
• Resolution of sigma-fields for multiparticle finite-state action evolutions with infinite past

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